+21.5%
PCG vs DLTR
+12,481.5%
-12,460.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | -0.5% | +5.0% | -5.5% | -1.1% |
| 30D | +0.8% | +18.7% | -17.9% | -1.2% |
| 3M | -22.0% | +8.9% | -30.9% | -22.9% |
| 6M | -17.1% | +49.4% | -66.5% | -21.0% |
| YTD | -16.9% | +14.5% | -31.3% | -18.7% |
| 1Y | -19.1% | +32.5% | -51.6% | -22.2% |
| 3Y | -19.4% | +23.4% | -42.9% | -23.4% |
| 5Y | +9.0% | +26.2% | -17.2% | +2.0% |
| 10Y | -76.2% | +82.4% | -158.6% | -78.9% |
| All | +21.5% | +12,481.5% | -12,460.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling